+99.6%
RIO vs RL
+241.4%
-141.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | +1.9% | +1.9% | +0.1% | +1.5% |
| 30D | +5.0% | -12.2% | +17.2% | +8.3% |
| 3M | +5.1% | -6.6% | +11.8% | +6.6% |
| 6M | +17.6% | +3.2% | +14.5% | +15.9% |
| YTD | +36.3% | -1.3% | +37.6% | +35.5% |
| 1Y | +71.2% | +13.6% | +57.6% | +64.1% |
| 3Y | +102.7% | +210.9% | -108.2% | +41.9% |
| 5Y | +99.6% | +246.9% | -147.3% | +33.9% |
| All | +99.6% | +241.4% | -141.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling